+37.1%
UNP vs MTSI
+30.7%
+6.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -0.9% | -3.8% | +2.9% | -0.9% |
| 30D | +8.0% | -31.4% | +39.4% | +7.6% |
| 3M | +3.3% | -23.8% | +27.1% | +3.1% |
| 6M | +14.7% | -37.1% | +51.8% | +14.4% |
| YTD | +31.9% | +32.2% | -0.3% | +28.9% |
| 1Y | +37.1% | +26.9% | +10.2% | +33.4% |
| All | +37.1% | +30.7% | +6.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling